+246.5%
GM vs AMT
+375.9%
-129.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +1.9% | -0.2% | +2.2% | +2.0% |
| 30D | -1.4% | +4.6% | -6.0% | -2.9% |
| 3M | +5.9% | -8.4% | +14.4% | +8.7% |
| 6M | +12.4% | -6.0% | +18.4% | +13.9% |
| YTD | +8.6% | +2.1% | +6.5% | +6.5% |
| 1Y | +52.6% | -6.4% | +59.0% | +54.0% |
| 3Y | +169.7% | +8.1% | +161.6% | +148.2% |
| 5Y | +87.5% | -31.9% | +119.5% | +104.3% |
| 10Y | +233.0% | +97.1% | +135.8% | +126.8% |
| All | +246.5% | +375.9% | -129.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling